-48.5%
TE vs AEE
+38.5%
-87.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -16.3% | -2.0% | -14.3% | -16.0% |
| 3M | -40.8% | -2.8% | -37.9% | -40.9% |
| 6M | -42.6% | -3.6% | -39.0% | -42.8% |
| YTD | -31.4% | +7.3% | -38.7% | -34.1% |
| 1Y | +144.9% | +8.7% | +136.2% | +134.3% |
| 3Y | -26.0% | +46.0% | -72.0% | -38.5% |
| 5Y | -48.5% | +39.8% | -88.3% | -56.4% |
| All | -48.5% | +38.5% | -87.0% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling